| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,061,021 | 715 | 972 | -0.013 | -0.000 | -0.000 | 0.013 | 0.006 | 0.006 | 0.779 | 1 |
| 1 | True | 2,466,505 | 867,678 | 108 | 3,197 | -0.012 | 0.000 | 0.001 | 0.013 | 0.006 | 0.007 | 0.221 | 1 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 3,088,176 | 719 | 1,032 | -0.025 | -0.003 | -0.015 | 0.025 | 0.019 | 0.019 | 0.760 | 2 |
| 1 | True | 1,935,596 | 972,812 | 104 | 2,356 | -0.025 | -0.004 | -0.015 | 0.025 | 0.020 | 0.020 | 0.240 | 2 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,628,104 | 710 | 920 | -0.038 | -0.008 | -0.028 | 0.038 | 0.031 | 0.031 | 0.779 | 3 |
| 1 | True | 3,987,482 | 743,692 | 113 | 1,871 | -0.038 | -0.000 | -0.025 | 0.038 | 0.032 | 0.032 | 0.221 | 3 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,871,111 | 720 | 927 | -0.052 | -0.013 | -0.041 | 0.052 | 0.045 | 0.045 | 0.868 | 4 |
| 1 | True | 3,160,677 | 437,085 | 103 | 1,988 | -0.052 | -0.004 | -0.038 | 0.052 | 0.044 | 0.044 | 0.132 | 4 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,264,594 | 711 | 900 | -0.066 | -0.019 | -0.055 | 0.065 | 0.059 | 0.058 | 0.587 | 5 |
| 1 | True | 4,841,403 | 1,592,466 | 112 | 2,484 | -0.065 | 0.008 | 0.053 | 0.066 | 0.059 | 0.059 | 0.413 | 5 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,034,585 | 719 | 855 | -0.081 | -0.028 | -0.070 | 0.081 | 0.073 | 0.073 | 0.706 | 6 |
| 1 | True | 3,831,639 | 846,344 | 103 | 2,353 | -0.081 | -0.006 | -0.067 | 0.081 | 0.074 | 0.074 | 0.294 | 6 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,514,212 | 709 | 834 | -0.099 | -0.038 | -0.086 | 0.099 | 0.090 | 0.090 | 0.612 | 7 |
| 1 | True | 4,894,552 | 960,248 | 114 | 2,161 | -0.098 | 0.000 | 0.000 | 0.099 | 0.091 | 0.092 | 0.388 | 7 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,744,169 | 705 | 856 | -0.123 | -0.045 | -0.105 | 0.123 | 0.110 | 0.110 | 0.745 | 8 |
| 1 | True | 4,516,786 | 595,810 | 118 | 1,709 | -0.122 | 0.001 | 0.100 | 0.123 | 0.111 | 0.110 | 0.255 | 8 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 2,985,623 | 705 | 770 | -0.161 | -0.064 | -0.132 | 0.161 | 0.140 | 0.139 | 0.858 | 9 |
| 1 | True | 4,225,588 | 493,549 | 118 | 1,520 | -0.159 | 0.026 | 0.129 | 0.161 | 0.141 | 0.141 | 0.142 | 9 |
| have_position | target_notional_abs_target_notional_abs | mktcap_total_market_cap | mktcap_num_companies | mktcap_median_market_cap | alpha_min_alpha | alpha_avg_alpha | alpha_median_alpha | alpha_max_alpha | alpha_abs_avg_alpha | alpha_abs_median_alpha | mktcap_percentage | decile | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | False | 0 | 1,740,697 | 671 | 508 | -0.395 | -0.137 | -0.188 | 0.302 | 0.209 | 0.196 | 0.293 | 10 |
| 1 | True | 7,688,653 | 4,207,754 | 152 | 1,884 | -0.291 | 0.069 | 0.179 | 0.292 | 0.200 | 0.191 | 0.707 | 10 |